+411.5%
AEM vs TSLQ
-97.2%
+508.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.8% |
| 7D | -2.1% | -6.6% | +4.5% | -2.4% |
| 30D | +8.4% | -24.3% | +32.7% | +7.4% |
| 3M | +27.3% | -3.6% | +30.9% | +28.1% |
| 6M | -9.7% | -12.0% | +2.3% | -8.9% |
| YTD | +19.0% | +1.4% | +17.6% | +20.5% |
| 1Y | +31.5% | -43.6% | +75.0% | +32.0% |
| 3Y | +338.7% | -95.4% | +434.1% | +323.2% |
| All | +411.5% | -97.2% | +508.7% | +442.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling